+476.9%
NEM vs MMM
+2,854.2%
-2,377.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | -3.3% | +3.6% | +0.9% |
| 30D | +23.1% | -7.0% | +30.1% | +24.6% |
| 3M | +18.5% | +10.8% | +7.7% | +16.4% |
| 6M | +7.8% | +5.8% | +2.0% | +6.7% |
| YTD | +29.1% | +6.8% | +22.3% | +27.5% |
| 1Y | +72.7% | +10.4% | +62.3% | +69.4% |
| 3Y | +248.7% | +104.7% | +144.0% | +206.7% |
| 5Y | +148.7% | +23.6% | +125.1% | +134.3% |
| 10Y | +304.8% | +54.1% | +250.6% | +261.5% |
| All | +476.9% | +2,854.2% | -2,377.2% | +368.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling